They let little things slip which make the reader think they're more intelligent than the people in the story (and strangely in some respect the reader thinks they know better than the narrator!!!!)
eg: As a simple example: An author will mention in passing that there are hunters who come and hunt in the whereabouts, as the reader, if you're not thick, you reckon that something could happen with a hunter and someone getting hurt tra la la la la later in the story. So once the hunter comes into the scene again, the suspense starts....
Hope this helps you out ! it's only a very simple example.